C. James Hueng
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Teaching
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Spring 2010 – On Leave
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Publications
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Traditional View or
Revisionist View? The Effects of Monetary Policy on Exchange Rates in Asia, with Peng Huang and Ruey Yau.
Applied Financial Economics,
forthcoming. Working paper
version.
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Interest-Rate
Risk Factor and Stock Returns: A Time-Varying Factor-Loadings Model , with Peng Huang.
Applied Financial Economics,
19 (22), 2009, pp. 1813-1824. Working
paper version.
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A Dual-Target
Monetary Policy Rule for Open Economies: An Application to France, with Ruey Yau.
Applied Economics Letters, 15 (12), 2008, pp. 945-948. Working paper version.
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Conditional
Risk-Return Relationship in a Time-Varying Beta Model, with Peng Huang.
Quantitative Finance, 8 (4), June 2008, pp. 381-390. Working paper version.
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Output Convergence Revisited: New Time Series Results on Industrialized
Countries,
with Ruey Yau.
Applied Economics Letters, 14 (1), January 2007, pp. 75-77. Working paper version.
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Investor Preferences and Portfolio Selection: Is Diversification an
Appropriate Strategy? with Ruey Yau.
Quantitative Finance, 6 (3), June 2006, pp. 255-271. Working paper version.
o
Short-Sales Constraints and Stock Return Asymmetry: Evidence from the
Chinese Stock Markets.
Applied Financial Economics, 16 (10), June
2006, pp. 707-716. Working paper version.
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Using an Aggregate Demand-Aggregate Supply Model to Identify Structural
Demand-Side and Supply-Side Shocks: Results Using a Bivariate VAR, with James Cover and
Walter Enders.
Journal of Money, Credit, and Banking, 38 (3), April 2006, pp. 777-790. Working paper version.
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Forecasting Asymmetries in Aggregate Stock Market Returns: Evidence from
Conditional Skewness, with James McDonald.
Journal of Empirical Finance, 12 (5), December 2005, pp. 666-685. Working paper version.
o
Overreaction Effects Independent of Risk and Characteristics: Evidence
from the Japanese Stock Market , with Chaoshin Chiao.
Japan and the World Economy, 17 (4), December 2005, pp. 431-455. Working paper version.
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The Correlation Between Shocks to Output and the Price Level: Evidence
from a Multivariate GARCH Model, with James Cover.
Southern Economic Journal, July 2003, pp.75-92. Working paper version.
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Are Policy Rules Better than the Discretionary System in Taiwan? with James Cover and Ruey
Yau.
Contemporary Economic Policy 20 (1), January 2002, pp. 60-71. Working paper version.
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Do Bubbles or Time-Varying Risk Premiums Affect Stock Prices? A Kalman
Filter Approach, with Lii-Tarn Chen and Chien-Fu Jeff Lin.
Global Business and Economics Review 2 (2), December 2000, pp. 159-171. Working paper version.
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Sources of Persistence in Cross-Country Income Disparities: A Structural
Analysis,
with Ruey Yau.
Journal of Macroeconomics, 22 (4), Fall 2000, pp. 611-630. Working paper
version.
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The Impact of Foreign Variables on Domestic Money Demand: Evidence from
the United Kingdom.
Journal of Economics and Finance, 24 (2), Summer 2000, pp. 97-109. Working paper version.
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Money Demand in an Open-Economy Shopping-Time Model: An
Out-of-Sample-Prediction Application to Canada.
Journal of Economics and Business 51 (6), November/December 1999, pp.
489-503. Working
paper version.
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The Demand for Money in an Open Economy: Some Evidence for Canada.
North American Journal of Economics and Finance 9 (1), Spring 1998,
pp.15-31. Working
paper version.
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Working Papers